+2,028.7%
EQNR vs CRL
+787.6%
+1,241.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.1% |
| 7D | +6.4% | -3.5% | +10.0% | +7.3% |
| 30D | +10.4% | -2.1% | +12.5% | +10.8% |
| 3M | +23.1% | +48.0% | -24.9% | +11.4% |
| 6M | +36.3% | +64.7% | -28.4% | +18.4% |
| YTD | +96.0% | +39.5% | +56.5% | +76.2% |
| 1Y | +94.2% | +74.2% | +20.0% | +63.9% |
| 3Y | +75.3% | +39.4% | +35.9% | +47.2% |
| 5Y | +187.2% | -36.9% | +224.1% | +192.0% |
| 10Y | +415.5% | +253.3% | +162.2% | +197.2% |
| All | +2,028.7% | +787.6% | +1,241.1% | +797.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling